Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.09 +0.005 Show Price Chart 99.09 99.095 99.075 107,924
10-Year T-Note Futures ZNZ6 DEC 2016 DEC 2016 131'125 -0'045 Show Price Chart 131'165 131'170 131'105 232,933
Ultra 10-Year U.S. Treasury Note Futures TNZ6 DEC 2016 DEC 2016 144'195 -0'065 Show Price Chart 144'260 144'265 144'170 9,425
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.61 0.00 Show Price Chart 99.61 99.61 99.61 5,313
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 101'145 -0'015 Show Price Chart 101'135 101'145 101'135 13
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 102'190 -0'055 Show Price Chart 102'180 102'190 102'180 19
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.09 +0.005 Show Price Chart 99.09 99.095 99.075 107,924
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.06 +0.005 Show Price Chart 99.055 99.06 99.04 40,295
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.02 0.00 Show Price Chart 99.025 99.025 99.005 32,854
Eurodollar Futures GEU7 SEP 2017 SEP 2017 98.985 -0.005 Show Price Chart 98.985 98.99 98.975 24,023
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.945 -0.005 Show Price Chart 98.95 98.95 98.935 46,483
Eurodollar Futures GEH8 MAR 2018 MAR 2018 98.925 -0.005 Show Price Chart 98.93 98.93 98.915 39,582
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.895 -0.01 Show Price Chart 98.905 98.905 98.885 24,277
Eurodollar Futures GEU8 SEP 2018 SEP 2018 98.865 -0.01 Show Price Chart 98.87 98.87 98.855 17,191
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.61 0.00 Show Price Chart 99.61 99.61 99.61 5,313
2-Year Eurodollar Bundle Futures BU2Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTZ6 DEC 2016 DEC 2016 109'087 -0'005 Show Price Chart 109'092 109'092 109'085 53,008
5-Year T-Note Futures ZFZ6 DEC 2016 DEC 2016 121'205 -0'020 Show Price Chart 121'225 121'225 121'192 75,429
10-Year T-Note Futures ZNZ6 DEC 2016 DEC 2016 131'125 -0'045 Show Price Chart 131'165 131'170 131'105 232,933
Ultra 10-Year U.S. Treasury Note Futures TNZ6 DEC 2016 DEC 2016 144'195 -0'065 Show Price Chart 144'260 144'265 144'170 9,425
Ultra U.S. Treasury Bond Futures UBZ6 DEC 2016 DEC 2016 185'09 -0'13 Show Price Chart 185'24 185'27 185'02 9,201
U.S. Treasury Bond Futures ZBZ6 DEC 2016 DEC 2016 169'06 -0'08 Show Price Chart 169'17 169'19 169'00 33,375

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD MAC Swap Futures T1UZ6 DEC 2016 100'137 0 Show Price Chart 100'137 100'137 100'137 1
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 101'145 -0'015 Show Price Chart 101'135 101'145 101'135 13
7-Year USD MAC Swap Futures S1UZ6 DEC 2016 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 102'190 -0'055 Show Price Chart 102'180 102'190 102'180 19
20-Year USD MAC Swap Futures E1UZ6 DEC 2016 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UZ6 DEC 2016 111'09 -0'16 Show Price Chart 111'09 111'09 111'09 17
2-Year Euro MAC Swap Futures T1EZ6 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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